Arrange bottoms of rolls in a greased 13-by-9-inch baking dish. Layer with ham and Gruyere cheese. Spread each roll top with cream cheese; place over Gruyere.
In a small bowl, combine the butter, Parmesan cheese, Worcestershire sauce and onion. Pour over sandwiches. Let stand for at least 20 minutes.
Cover and bake at 350 degrees for 20 minutes or until heated through.